+111.9%
INTC vs FCEL
-99.1%
+211.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.0% | -2.1% |
| 7D | +6.0% | -2.8% | +8.8% | +6.3% |
| 30D | -39.2% | -31.6% | -7.6% | -37.2% |
| 3M | -42.9% | -52.4% | +9.5% | -39.8% |
| 6M | -50.4% | -51.4% | +1.0% | -48.5% |
| YTD | +61.7% | +32.4% | +29.3% | +55.2% |
| 1Y | +66.1% | +37.5% | +28.6% | +58.5% |
| 3Y | +58.1% | -69.3% | +127.4% | +56.1% |
| 5Y | +27.9% | -97.1% | +125.0% | +38.9% |
| All | +111.9% | -99.1% | +211.1% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling